Risk Sensitivity (Python)

USD $385


In this e-Learning course, we review the concepts of risk sensitivities, Delta, Gamma, and Vega, presented in the Excel version of the course, and expand on them by using Python to measure risk, and create powerful data visualizations to help us manage risk in rate-sensitive portfolios. We use Python to calculate risk sensitivities for different portfolios of bonds, swaps, and swaptions, and apply them to simulate portfolio profit or loss, as a result of changes in interest rates and option volatility.

No coding experience needed. Downloadable Python code is included so you can dive right in, as we walk you through course exercises that develop your practical skills, in market risk measurement and management.

Who Should Enroll:

This Python course is versatile and caters to a wide audience. It’s perfect for finance professionals, quantitative analysts, and risk managers looking to bolster their skills in risk management with Python. This course is suitable for College and University students who aspire to become risk and finance professionals with a Python edge.

What You Will Gain:

Upon completing this course, you will:

  • Deepen your understanding of risk sensitivities such as Delta, Gamma, and Vega and their application in rate-sensitive portfolios.
  • Gain hands-on experience in using Python to calculate risk sensitivities and simulate portfolio profit or loss.
  • Learn how to create powerful data visualizations that aid in managing risk in financial portfolios.
  • Improve your marketability and employability in the finance and risk management sectors by acquiring practical skills in risk measurement and management using Python.

Course Duration:

1 hour

Course Access Duration:

270 days starting from enrollment date.

Recommended Course Prerequisites:

Risk Sensitivity (Excel)


Audio-Visual Content and Course Duration:

  • The time that it takes to complete the course will be determined by your pace.
  • The total viewing time of lesson presentations is 1-1.5 hours;  individual lesson topics are between 5-15 minutes each, presented as audio-visual content.
  • The time needed to complete each exercise presented is between 10-20 minutes, based on your level of engagement.
  • The exam is allocated 1 hour.

Downloadable Content:

  • The exercises presented in lessons are provided in downloadable Python code file and Excel spreadsheet. These will enable you to engage in the exercises, side-by-side with the lesson presentations.

Exam and Certificate:

  • The course exam is comprised of questions in the form of true/false, multiple choice, sorting choice, and fill in the blank.
  • A personalized course certificate will be issued to you with a minimum score of 50%.


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